Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.69% | 101.52 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'532 CHF | 256'282 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 102.20 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'572 CHF | 256'322 CHF | 89.40% | 89.40% |
18.11.2024 | 0.68% | 101.89 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'246 CHF | 257'996 CHF | 99.66% | 99.66% |
15.11.2024 | 0.68% | 101.75 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'265 CHF | 258'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 102.63 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'442 CHF | 259'192 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 103.15 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'566 CHF | 260'316 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 103.33 % | 104.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'052 CHF | 259'802 CHF | 98.71% | 98.71% |
11.11.2024 | 0.67% | 103.11 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'578 CHF | 260'328 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 102.04 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'527 CHF | 256'277 CHF | 99.84% | 99.84% |
07.11.2024 | 0.68% | 102.36 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'183 CHF | 256'933 CHF | 100.00% | 100.00% |